Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space (Q1395376)

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scientific article; zbMATH DE number 1940725
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    Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
    scientific article; zbMATH DE number 1940725

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      Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space (English)
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      26 June 2003
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      exponential utility function
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      constant risk sensitivity
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      constant average cost
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      weak communication condition
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      contractive operator
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